Combine the cream, egg, sugar, Madeira, brandy and rum in a cocktail shaker. Shake to mix well, then add ice cubes and shake for 30 seconds. Strain into a Collins glass filled with ice cubes.

Fill the glass with the milk, and stir gently. Grate a little of the nutmeg on the surface.

Serves one.

Note: This recipe calls for a raw egg. If you are concerned about the risk of salmonella, buy pasteurized eggs, available in select supermarkets. For the Madeira, be sure to use a dry one such as Blandy's 5-year-old Sercial.

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